Stock prices as branching processes

DOI10.1080/15326349608807400zbMath0873.60063OpenAlexW1966517512MaRDI QIDQ3126851

T. W. Epps

Publication date: 26 October 1997

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349608807400

zbMATH Keywords

Markov chainmixture of distributionsBienaymé-Galton-Watson processcompound-Poisson process

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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